18. Let X1, . . . ,Xn be independent exponential random variables each having rate 1. Set...

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18. Let X1, . . . ,Xn be independent exponential random variables each having rate 1.

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Explain why W1, . . . ,Wn has the same joint distribution as the order statistics of a sample of n exponentials each having rate 1.

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Introduction To Probability Models

ISBN: 9780123756862

10th Edition

Authors: Sheldon M Ross

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Question Posted: Sep 16, 2024 07:00 AM

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18. Let X1, . . . ,Xn be independent exponential random variables each having rate 1. Set...

Question:

W = X1/n, Xi W = Wi-1+ i=2,...,n n-i+1'

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Introduction To Probability Models

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